Some Stochastic Optimization Problems

Abstract

We study a variety of stochastic optimization models related to assignment problems, scheduling models, queueing loss models, bandit problems, and others. We have obtained optimal policies in many cases, good heuristic ones in others, and have presented ways to analyze properties of these policies. In most cases, we have considered both static and dynamic policies. We have also analyzed stochastic systems related to queueing models with setup times, win probabilities in random knockout tournaments, and have obtained a new variation of the friendship paradox that "your friends tend to have more friends than you do". In addition, we have made contributions to stochastic model theory by showing how to improve Poisson approximation bounds when applied to the probability that at least one of a set of events occurs. In all cases, we have presented a variety of possible applications of our model.

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Document Details

Document Type
Technical Report
Publication Date
May 09, 2017
Accession Number
AD1058054

Entities

People

  • Sheldon Ross

Organizations

  • University of Southern California

Tags

Communities of Interest

  • Human Systems

DTIC Thesaurus Topics

  • Abstracts
  • Agreements
  • Algorithms
  • Communication Systems
  • Department Of Defense
  • Dynamic Programming
  • Engineering
  • Friendship
  • Mathematics
  • Military Research
  • Model Theory
  • Multiple Access
  • Operations Research
  • Optimization
  • Probability
  • Scheduling (Production)
  • Students

Fields of Study

  • Computer science

Readers

  • Economics
  • Operations Research
  • Statistical inference.